Develop functional expertise on an assigned asset class over time Design and develop Python analytical libraries supporting needs of the full suite of market risk models Hold ownership of the code library including development, maintenance, testing, and governance Effectively collaborate with other teams within Market Risk Analytics and partnering areas - Market Risk Department, Model Risk Management, Strats and IT - to deliver on project requirements. Effectively communicate requirements from the Engineering Team to a wider audience of project stakeholders and senior managers. Understanding of various market risk model metrics; staying up to date with regulatory guidelines and model developments Skills Required 2-5 years of work experience in Quantitative modeling, Risk Management, Algorithmic trading, Global markets, or any other quantitative/Data Science field. Understanding of basic risk management concepts such as VaR (value-at-risk), stress tests, market risk modelling. Knowledge of Credit products such as Bonds, CDS etc. is preferred. Hands-on experience in Python with knowledge of packages used for data manipulation, time series and data analysis. Understanding of code development using OOPs concepts along with familiarity with Github version control. The candidate needs to be familiar with statistical techniques and knowledge of machine learning algorithms is preferred. Strong quantitative and analytical skills and ability to work with diverse cultures in a global team. Ability to communicate complex and technical issues in simple manner. Attention to details and ability to work under pressure Postgraduate/ Advanced degree in Finance, Mathematics, Econometrics, Engineering, or other Quantitative subjects. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren't just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. There's also ample opportunity to move about the business for those who show passion and grit in their work. We work to provide a supportive and inclusive environment where all individuals can maximize their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives, and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing, and advancing individuals based on their skills and talents.
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